-10.1%
BA vs BEN
+63.5%
-73.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -1.2% |
| 7D | +1.1% | +6.6% | -5.5% | -1.4% |
| 30D | -7.9% | +3.8% | -11.8% | -9.3% |
| 3M | -25.3% | +0.2% | -25.5% | -25.5% |
| 6M | -24.6% | +10.4% | -35.0% | -27.4% |
| YTD | -20.1% | +46.2% | -66.3% | -30.5% |
| 1Y | -11.8% | +52.3% | -64.0% | -24.4% |
| 3Y | -10.1% | +65.9% | -76.1% | -24.5% |
| All | -10.1% | +63.5% | -73.7% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling